CME Australian Dollar Future December 2014

Trading Metrics calculated at close of trading on 22-Aug-2014

Day Change Summary
	Previous	Current
	21-Aug-2014	22-Aug-2014	Change	Change %	Previous Week
Open	0.9211	0.9232	0.0021	0.2%	0.9245
High	0.9236	0.9256	0.0020	0.2%	0.9267
Low	0.9159	0.9223	0.0064	0.7%	0.9159
Close	0.9230	0.9244	0.0014	0.2%	0.9244
Range	0.0077	0.0033	-0.0044	-57.1%	0.0108
ATR	0.0045	0.0044	-0.0001	-1.9%	0.0000
Volume	963	1,324	361	37.5%	3,354

Daily Pivots for day following 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9340	0.9325	0.9262
R3	0.9307	0.9292	0.9253
R2	0.9274	0.9274	0.9250
R1	0.9259	0.9259	0.9247	0.9267
PP	0.9241	0.9241	0.9241	0.9245
S1	0.9226	0.9226	0.9241	0.9234
S2	0.9208	0.9208	0.9238
S3	0.9175	0.9193	0.9235
S4	0.9142	0.9160	0.9226

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9547	0.9504	0.9303
R3	0.9439	0.9396	0.9274
R2	0.9331	0.9331	0.9264
R1	0.9288	0.9288	0.9254	0.9256
PP	0.9223	0.9223	0.9223	0.9207
S1	0.9180	0.9180	0.9234	0.9148
S2	0.9115	0.9115	0.9224
S3	0.9007	0.9072	0.9214
S4	0.8899	0.8964	0.9185

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9267	0.9159	0.0108	1.2%	0.0042	0.5%	79%	False	False	670
10	0.9267	0.9159	0.0108	1.2%	0.0038	0.4%	79%	False	False	495
20	0.9321	0.9159	0.0162	1.8%	0.0045	0.5%	52%	False	False	432
40	0.9394	0.9159	0.0235	2.5%	0.0043	0.5%	36%	False	False	293
60	0.9394	0.9122	0.0272	2.9%	0.0036	0.4%	45%	False	False	203
80	0.9394	0.9087	0.0307	3.3%	0.0030	0.3%	51%	False	False	154
100	0.9394	0.9061	0.0333	3.6%	0.0026	0.3%	55%	False	False	123
120	0.9394	0.8802	0.0592	6.4%	0.0022	0.2%	75%	False	False	103

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9396
2.618	0.9342
1.618	0.9309
1.000	0.9289
0.618	0.9276
HIGH	0.9256
0.618	0.9243
0.500	0.9240
0.382	0.9236
LOW	0.9223
0.618	0.9203
1.000	0.9190
1.618	0.9170
2.618	0.9137
4.250	0.9083

Fisher Pivots for day following 22-Aug-2014
Pivot	1 day	3 day
R1	0.9243	0.9232
PP	0.9241	0.9220
S1	0.9240	0.9208

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These figures are updated between 7pm and 10pm EST after a trading day.

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